Invex function
In vector calculus, an invex function is a differentiable function from to for which there exists a vector valued function such that
for all x and u.
Invex functions were introduced by Hanson as a generalization of convex functions. Ben-Israel and Mond provided a simple proof that a function is invex if and only if every stationary point is a global minimum, a theorem first stated by Craven and Glover.
Hanson also showed that if the objective and the constraints of an optimization problem are invex with respect to the same function, then the Karush–Kuhn–Tucker conditions are sufficient for a global minimum.
Type I invex functions
A slight generalization of invex functions called Type I invex functions are the most general class of functions for which the Karush–Kuhn–Tucker conditions are necessary and sufficient for a global minimum. Consider a mathematical program of the formwhere and are differentiable functions. Let denote the feasible region of this program. The function is a Type I 'objective function and the function is a Type I constraint function at with respect to if there exists a vector-valued function defined on such that
and
for all. Note that, unlike invexity, Type I invexity is defined relative to a point.
Theorem :' If and are Type I invex at a point with respect to, and the Karush–Kuhn–Tucker conditions are satisfied at, then is a global minimizer of over.
E-invex function
Let from to and from to be an -differentiable function on a nonempty open set. Then is said to be an E-invex function at if there exists a vector valued function such thatfor all and in.
E-invex functions were introduced by Abdulaleem as a generalization of differentiable convex functions.